Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Johan Lyhagen, Stefan Ekberg and Richard Eidestedt
| Year of publication: |
2015
|
|---|---|
| Authors: | Lyhagen, Johan ; Ekberg, Stefan ; Eidestedt, Richard |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 5, p. 354-363
|
| Subject: | forecast accuracy | vector error correction | vector autoregressive | co-integration | intercept correction and Diebold–Mariano test | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schweden | Sweden | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011318328